Some remarks on ratio inequalities for continuous martingales

DOI10.4064/sm-94-1-97-102zbMath0682.60033OpenAlexW788216522MaRDI QIDQ4731908

Norihiko Kazamaki, Masato Kikuchi

Publication date: 1989

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/218933

zbMATH Keywords

local timescontinuous martingalesinequalities for martingales

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Related Items (2)

Upper bounds for the \(L_ p\)-norms of martingales ⋮ Convergence of conditional expectations in Banach function spaces

This page was built for publication: Some remarks on ratio inequalities for continuous martingales